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@feuGeneA
Created January 25, 2020 16:57
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########################################################
### Pure market making strategy config ###
########################################################
template_version: 6
# The following configuations are only required for the
# pure market making strategy
# Exchange and token parameters
maker_market: coinbase_pro
maker_market_trading_pair: ZRX-USD
# size of each order
order_amount: 500.0
# How far away from mid price to place the bid order
# Expressed in decimals : 0.01 = 1% away from mid price at that time
# Example if mid price is 100 and bid_place threshold is 0.01
# Your bid is placed at 99
bid_place_threshold: 0.0072
# How far away from mid price to place the ask order
# Expressed in decimals : 0.01 = 1% away from mid price at that time
# Example if mid price is 100 and ask_place threshold is 0.01
# Your bid is placed at 101
ask_place_threshold: 0.0072
# Ox ONLY - Sets the expiration of limit orders. Minimum is 130 seconds.
expiration_seconds: 130.0
# Time in seconds before cancelling and rerunning strategy
# If tick size is 60, the bot cancels active orders and reruns after a minute
cancel_order_wait_time: 300.0
# If you want to have single or multiple bids and asks on each side
mode: single
# If you have multiple orders number of orders you want to place on one side of the orderbook
number_of_orders: 1
# Size of the first bid and ask order for multiple order mode
order_start_size: 1.0
# Increment size of consecutive orders after the first order in multiple order mode
order_step_size: 0.0
# Spacing between orders in multiple order mode
order_interval_percent: 0.01
# Toggle enabling of Inventory skew
inventory_skew_enabled: true
# Target base asset inventory percentage target to be maintained
inventory_target_base_percent: 0.5
# How long to wait before placing the next order in case your order gets filled for single order mode
filled_order_replenish_wait_time: 10.0
# Do you want to stop cancellations of orders on the other side when one side is filled
enable_order_filled_stop_cancellation: false
# Do you want to enable best bid ask jumping mode
best_bid_ask_jump_mode: false
# If best_bid_ask_jump_mode is True, what is the depth in base currency to be used for finding top bid and ask
best_bid_ask_jump_orders_depth: 0.0
# Parameter to enable/disable adding transaction costs to order prices
add_transaction_costs: false
# If external price source will be used for the mid price, true or false.
external_pricing_source: false
# The type of external pricing source (exchange/feed/custom_api).
external_price_source_type:
# An external exchange name (for external exchange pricing source)
external_price_source_exchange:
# A base asset (for external feed pricing source), e.g. ETH
external_price_source_feed_base_asset:
# A quote asset (for external feed pricing source), e.g. USD
external_price_source_feed_quote_asset:
# An external api that returns price (for external custom_api pricing source)
external_price_source_custom_api:
# For more detailed information, see:
# https://docs.hummingbot.io/strategies/pure-market-making/#configuration-parameters
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